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Deep Learning for Finance: Deep Portfolios · Study

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ArticleDeep Learning for Finance: Deep Portfolios

J.B. Heaton2016

OA

Articlegreen2016

Deep Learning for Finance: Deep Portfolios

J.B. Heaton · Nick Polson · Jan Hendrik Witte

765 citations·0/0 files stored·Applied Stochastic Models in Business and Industry

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Risk and Portfolio Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 765 citations exist upstream.

References

1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

Cited by

2020Stock Market Prediction Using LSTM Recurrent Neural Network 2018NSE Stock Market Prediction Using Deep-Learning Models 2020Deep learning for financial applications : A survey 2023Deep Learning in Asset Pricing 2020Bond Risk Premiums with Machine Learning 2022Firms' digitalization and stock price crash risk 2017Cryptocurrency portfolio management with deep reinforcement learning 2022Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

Details

Year2016

Typearticle

Published2016-01-01

VenueApplied Stochastic Models in Business and Industry

ISSN-L1524-1904

Languageen

Citations765

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1002/asmb.2209

openalex_workW2586702902

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